+44.9%
AMZN vs FHN
+90.1%
-45.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | -9.2% | -2.6% | -6.7% | -8.8% |
| 3M | +3.4% | 0.0% | +3.3% | +3.2% |
| 6M | +18.2% | +9.2% | +9.0% | +15.9% |
| YTD | +9.3% | +4.3% | +5.0% | +8.0% |
| 1Y | +5.9% | +10.8% | -4.8% | +3.3% |
| 3Y | +82.6% | +130.7% | -48.1% | +60.9% |
| 5Y | +44.9% | +87.4% | -42.5% | +27.9% |
| All | +44.9% | +90.1% | -45.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling